| Trading Metrics calculated at close of trading on 04-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2018 |
04-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
2,713.75 |
2,737.00 |
23.25 |
0.9% |
2,736.75 |
| High |
2,744.25 |
2,756.50 |
12.25 |
0.4% |
2,744.25 |
| Low |
2,713.75 |
2,737.00 |
23.25 |
0.9% |
2,683.00 |
| Close |
2,741.25 |
2,753.25 |
12.00 |
0.4% |
2,741.25 |
| Range |
30.50 |
19.50 |
-11.00 |
-36.1% |
61.25 |
| ATR |
31.39 |
30.54 |
-0.85 |
-2.7% |
0.00 |
| Volume |
1,165 |
3,042 |
1,877 |
161.1% |
7,407 |
|
| Daily Pivots for day following 04-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,807.50 |
2,799.75 |
2,764.00 |
|
| R3 |
2,788.00 |
2,780.25 |
2,758.50 |
|
| R2 |
2,768.50 |
2,768.50 |
2,756.75 |
|
| R1 |
2,760.75 |
2,760.75 |
2,755.00 |
2,764.50 |
| PP |
2,749.00 |
2,749.00 |
2,749.00 |
2,750.75 |
| S1 |
2,741.25 |
2,741.25 |
2,751.50 |
2,745.00 |
| S2 |
2,729.50 |
2,729.50 |
2,749.75 |
|
| S3 |
2,710.00 |
2,721.75 |
2,748.00 |
|
| S4 |
2,690.50 |
2,702.25 |
2,742.50 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,906.50 |
2,885.25 |
2,775.00 |
|
| R3 |
2,845.25 |
2,824.00 |
2,758.00 |
|
| R2 |
2,784.00 |
2,784.00 |
2,752.50 |
|
| R1 |
2,762.75 |
2,762.75 |
2,746.75 |
2,773.50 |
| PP |
2,722.75 |
2,722.75 |
2,722.75 |
2,728.25 |
| S1 |
2,701.50 |
2,701.50 |
2,735.75 |
2,712.00 |
| S2 |
2,661.50 |
2,661.50 |
2,730.00 |
|
| S3 |
2,600.25 |
2,640.25 |
2,724.50 |
|
| S4 |
2,539.00 |
2,579.00 |
2,707.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,756.50 |
2,683.00 |
73.50 |
2.7% |
35.50 |
1.3% |
96% |
True |
False |
2,089 |
| 10 |
2,756.50 |
2,683.00 |
73.50 |
2.7% |
28.75 |
1.0% |
96% |
True |
False |
1,264 |
| 20 |
2,756.50 |
2,660.75 |
95.75 |
3.5% |
25.75 |
0.9% |
97% |
True |
False |
1,071 |
| 40 |
2,756.50 |
2,599.50 |
157.00 |
5.7% |
30.50 |
1.1% |
98% |
True |
False |
889 |
| 60 |
2,818.00 |
2,561.75 |
256.25 |
9.3% |
36.00 |
1.3% |
75% |
False |
False |
975 |
| 80 |
2,818.00 |
2,546.25 |
271.75 |
9.9% |
38.50 |
1.4% |
76% |
False |
False |
772 |
| 100 |
2,894.75 |
2,546.25 |
348.50 |
12.7% |
38.50 |
1.4% |
59% |
False |
False |
835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,839.50 |
|
2.618 |
2,807.50 |
|
1.618 |
2,788.00 |
|
1.000 |
2,776.00 |
|
0.618 |
2,768.50 |
|
HIGH |
2,756.50 |
|
0.618 |
2,749.00 |
|
0.500 |
2,746.75 |
|
0.382 |
2,744.50 |
|
LOW |
2,737.00 |
|
0.618 |
2,725.00 |
|
1.000 |
2,717.50 |
|
1.618 |
2,705.50 |
|
2.618 |
2,686.00 |
|
4.250 |
2,654.00 |
|
|
| Fisher Pivots for day following 04-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,751.00 |
2,746.25 |
| PP |
2,749.00 |
2,739.25 |
| S1 |
2,746.75 |
2,732.00 |
|